20 Using Spectral Form of Mathematical Description …
303
11. Rybakov, K.A.: Application of Walsh series to represent iterated Stratonovich stochastic
integrals. IOP Conf. Ser.: Mater. Sci. Eng. 927, 012080 (2020)
12. Artemiev, S.S., Averina, T.A.: Numerical Analysis of Systems of Ordinary and Stochastic
Differential Equations. VSP, Utrecht (1997)
13. Kuznetsov, D.F.: Approximation of Multiple Ito and Stratonovich Stochastic Integrals.
Lambert, Saarbrücken (2012)
14. Han, X., Kloeden, P.E.: Random Ordinary Differential Equations and their Numerical Solution.
Springer, Singapore (2017)
15. Kuznetsov, D.F.: Strong approximation of iterated Itô and Stratonovich stochastic integrals
based on generalized multiple Fourier series. Application to numerical solution of Itô SDEs
and Semilinear SPDEs. Diff. Eqn. Control Process. 4 (2020)
16. Karachanskaya, E.V.: Programmed control with probability 1 for stochastic dynamical systems.
J. Math. Sci. 248, 67–79 (2020)
17. Rybakov, K.A.: Solving approximately an optimal nonlinear filtering problem for stochastic
differential systems by statistical modeling. Numer. Anal. Appl. 6(4), 324–336 (2013)
18. Rybakov, K.A.: Robust Duncan-Mortensen-Zakai equation for non-stationary stochastic
systems. In: IEEE Int. Multi-Conference on Engineering, Computer and Information Sciences,
pp. 151–154 (2017)
19. Rudenko, E.: Algorithms and programs of suboptimal nonlinear filtering for Markov processes.
AIP Conf. Proc. 2181, 020017 (2019)
20. Bortakovskii, A.S., Nemychenkov, G.I.: Suboptimal on average satellite attitude control in the
presence of discrete inaccurate measurements. J. Comput. Sys. Sci. Int. 57(2), 197–207 (2018)
21. Khalina, A.S., Khrustalev, M.M.: Effect of displacement of optimal control in stabilization
problems for quasi-linear diffusion-type stochastic systems. J. Comput. Syst. Sc. Int. 58(2),
159–166 (2019)
22. Petukhov, V.G., Ivanyukhin, A.V.: Woo Sang Wook: Joint optimization of control and main
trajectory and design parameters of an interplanetary spacecraft with an electric propulsion
system. Cosmic Res. 57(3), 188–203 (2019)
23. Davtyan, L.G., Panteleev, A.V.: Method of parametric optimization of nonlinear continuous
systems of joint estimation and control. J. Comput. Syst. Sci. Int. 58(3), 360–373 (2019)
24. Kuznetsov, D.F.: Application of the method of approximation of iterated stochastic Ito integrals based on generalized multiple Fourier series to the high-order strong numerical methods
for non-commutative semilinear stochastic partial differential equations. Diff. Eqn. Control
Process. (3), 18–62 (2019)
25. Solodovnikov, V.V., Semenov, V.V., Peschel, M., Nedo, D.: Design of Control Systems
on Digital Computers: Spectral and Interpolational Methods. Mashinostroenie, Moscow (in
Russian), Verlag Technik, Berlin (in German) (1979)
26. Rybakov, K.A., Sotskova, I.L.: Spectral method for analysis of switching diffusions. IEEE
Trans. Autom. Control 52(7), 1320–1325 (2007)
27. Panteleev, A.V., Rybakov, K.A.: Analyzing nonlinear stochastic control systems in the class of
generalized characteristic functions. Autom. Remote Control 72(2), 393–404 (2011)
28. Baghdasaryan, G.Y., Mikilyan, M.A., Panteleev, A.V., Rybakov, K.A.: Spectral method for
analysis of diffusions and jump diffusions. In: Jain, L.C., Favorskaya, M.N., Nikitin, I.S.,
Reviznikov, D.L. (eds.) Advances in Computational Mechanics and Numerical Simulation.
Smart Innovation, Systems and Technologies, vol. 173, pp. 293–314. Springer, Singapore
(2020)
29. Kuznetsov, D.F.: Expansion of iterated Stratonovich stochastic integrals based on generalized
multiple Fourier series. Ufa Math. J. 11(4), 49–77 (2019)
30. Rybakov, K.A.: Modeling and analysis of output processes of linear continuous stochastic
systems based on orthogonal expansions of random functions. J. Comput. Syst. Sci. Int. 59(3),
322–337 (2020)
303
11. Rybakov, K.A.: Application of Walsh series to represent iterated Stratonovich stochastic
integrals. IOP Conf. Ser.: Mater. Sci. Eng. 927, 012080 (2020)
12. Artemiev, S.S., Averina, T.A.: Numerical Analysis of Systems of Ordinary and Stochastic
Differential Equations. VSP, Utrecht (1997)
13. Kuznetsov, D.F.: Approximation of Multiple Ito and Stratonovich Stochastic Integrals.
Lambert, Saarbrücken (2012)
14. Han, X., Kloeden, P.E.: Random Ordinary Differential Equations and their Numerical Solution.
Springer, Singapore (2017)
15. Kuznetsov, D.F.: Strong approximation of iterated Itô and Stratonovich stochastic integrals
based on generalized multiple Fourier series. Application to numerical solution of Itô SDEs
and Semilinear SPDEs. Diff. Eqn. Control Process. 4 (2020)
16. Karachanskaya, E.V.: Programmed control with probability 1 for stochastic dynamical systems.
J. Math. Sci. 248, 67–79 (2020)
17. Rybakov, K.A.: Solving approximately an optimal nonlinear filtering problem for stochastic
differential systems by statistical modeling. Numer. Anal. Appl. 6(4), 324–336 (2013)
18. Rybakov, K.A.: Robust Duncan-Mortensen-Zakai equation for non-stationary stochastic
systems. In: IEEE Int. Multi-Conference on Engineering, Computer and Information Sciences,
pp. 151–154 (2017)
19. Rudenko, E.: Algorithms and programs of suboptimal nonlinear filtering for Markov processes.
AIP Conf. Proc. 2181, 020017 (2019)
20. Bortakovskii, A.S., Nemychenkov, G.I.: Suboptimal on average satellite attitude control in the
presence of discrete inaccurate measurements. J. Comput. Sys. Sci. Int. 57(2), 197–207 (2018)
21. Khalina, A.S., Khrustalev, M.M.: Effect of displacement of optimal control in stabilization
problems for quasi-linear diffusion-type stochastic systems. J. Comput. Syst. Sc. Int. 58(2),
159–166 (2019)
22. Petukhov, V.G., Ivanyukhin, A.V.: Woo Sang Wook: Joint optimization of control and main
trajectory and design parameters of an interplanetary spacecraft with an electric propulsion
system. Cosmic Res. 57(3), 188–203 (2019)
23. Davtyan, L.G., Panteleev, A.V.: Method of parametric optimization of nonlinear continuous
systems of joint estimation and control. J. Comput. Syst. Sci. Int. 58(3), 360–373 (2019)
24. Kuznetsov, D.F.: Application of the method of approximation of iterated stochastic Ito integrals based on generalized multiple Fourier series to the high-order strong numerical methods
for non-commutative semilinear stochastic partial differential equations. Diff. Eqn. Control
Process. (3), 18–62 (2019)
25. Solodovnikov, V.V., Semenov, V.V., Peschel, M., Nedo, D.: Design of Control Systems
on Digital Computers: Spectral and Interpolational Methods. Mashinostroenie, Moscow (in
Russian), Verlag Technik, Berlin (in German) (1979)
26. Rybakov, K.A., Sotskova, I.L.: Spectral method for analysis of switching diffusions. IEEE
Trans. Autom. Control 52(7), 1320–1325 (2007)
27. Panteleev, A.V., Rybakov, K.A.: Analyzing nonlinear stochastic control systems in the class of
generalized characteristic functions. Autom. Remote Control 72(2), 393–404 (2011)
28. Baghdasaryan, G.Y., Mikilyan, M.A., Panteleev, A.V., Rybakov, K.A.: Spectral method for
analysis of diffusions and jump diffusions. In: Jain, L.C., Favorskaya, M.N., Nikitin, I.S.,
Reviznikov, D.L. (eds.) Advances in Computational Mechanics and Numerical Simulation.
Smart Innovation, Systems and Technologies, vol. 173, pp. 293–314. Springer, Singapore
(2020)
29. Kuznetsov, D.F.: Expansion of iterated Stratonovich stochastic integrals based on generalized
multiple Fourier series. Ufa Math. J. 11(4), 49–77 (2019)
30. Rybakov, K.A.: Modeling and analysis of output processes of linear continuous stochastic
systems based on orthogonal expansions of random functions. J. Comput. Syst. Sci. Int. 59(3),
322–337 (2020)